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Expose Gaussian algorithms #3145

Merged
merged 2 commits into from
Oct 18, 2022
Merged

Expose Gaussian algorithms #3145

merged 2 commits into from
Oct 18, 2022

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fritzo
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@fritzo fritzo commented Oct 18, 2022

This exposes two of our Gaussian algorithms:

  • sequential_gaussian_tensordot(), and
  • sequential_gaussian_filter_sample()

I've also added some type annotations to start to modernize the pyro.ops.gaussian module, but these do not affect behavior.

I may follow up this pure-refactoring PR with improvements to speed and numerical stability.

Tested

  • This is a pure refactoring and should be covered by existing tests

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fritzo commented Oct 18, 2022

Hi @fehiepsi, would you be up to review a couple Gaussian PRs? If not I can ask Martin. Thanks in advance!

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Thanks Fritz, lgtm. Re review: yup, I'm happy to review Gaussian PRs.

@fehiepsi fehiepsi merged commit 9009fee into dev Oct 18, 2022
@fritzo fritzo deleted the expose-gaussian-algorithms branch August 10, 2023 17:37
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